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CHIC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CHICVOO

Correlation

-0.50.00.51.00.5

The correlation between CHIC and VOO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CHIC vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
-5.67%
489.23%
CHIC
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Global X MSCI China Communication Services ETF

Vanguard S&P 500 ETF

CHIC vs. VOO - Expense Ratio Comparison

CHIC has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.


CHIC
Global X MSCI China Communication Services ETF
Expense ratio chart for CHIC: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

CHIC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Communication Services ETF (CHIC) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CHIC
Sharpe ratio
The chart of Sharpe ratio for CHIC, currently valued at -0.99, compared to the broader market-1.000.001.002.003.004.005.00-0.99
Sortino ratio
The chart of Sortino ratio for CHIC, currently valued at -1.40, compared to the broader market-2.000.002.004.006.008.00-1.40
Omega ratio
The chart of Omega ratio for CHIC, currently valued at 0.83, compared to the broader market0.501.001.502.002.500.83
Calmar ratio
The chart of Calmar ratio for CHIC, currently valued at -0.36, compared to the broader market0.002.004.006.008.0010.0012.00-0.36
Martin ratio
The chart of Martin ratio for CHIC, currently valued at -1.37, compared to the broader market0.0020.0040.0060.00-1.37
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.005.001.91
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.75, compared to the broader market-2.000.002.004.006.008.002.75
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market0.501.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.0012.001.65
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.71, compared to the broader market0.0020.0040.0060.007.71

CHIC vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.99
1.91
CHIC
VOO

Dividends

CHIC vs. VOO - Dividend Comparison

CHIC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20232022202120202019201820172016201520142013
CHIC
Global X MSCI China Communication Services ETF
102.54%1.70%0.22%0.26%1.49%0.53%0.24%2.20%4.53%0.63%0.34%0.03%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CHIC vs. VOO - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-64.25%
-4.45%
CHIC
VOO

Volatility

CHIC vs. VOO - Volatility Comparison

The current volatility for Global X MSCI China Communication Services ETF (CHIC) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that CHIC experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay0
3.89%
CHIC
VOO